SDEs with random and irregular coefficients
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample points, the unique solvability of singular SDEs is proved by sol...
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| creator | Zhao, Guohuan |
| description | We consider It\^o uniformly nondegenerate equations with random coefficients.
When the coefficients satisfy some low regularity assumptions with respect to
the spatial variables and Malliavin differentiability assumptions on the sample
points, the unique solvability of singular SDEs is proved by solving backward
stochastic Kolmogorov equations and utilizing a modified Zvonkin type
transformation. |
| doi_str_mv | 10.48550/arxiv.2003.04436 |
| format | Article |
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When the coefficients satisfy some low regularity assumptions with respect to
the spatial variables and Malliavin differentiability assumptions on the sample
points, the unique solvability of singular SDEs is proved by solving backward
stochastic Kolmogorov equations and utilizing a modified Zvonkin type
transformation.</description><identifier>DOI: 10.48550/arxiv.2003.04436</identifier><language>eng</language><subject>Mathematics - Probability</subject><creationdate>2020-03</creationdate><rights>http://arxiv.org/licenses/nonexclusive-distrib/1.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,780,885</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/2003.04436$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.2003.04436$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Zhao, Guohuan</creatorcontrib><title>SDEs with random and irregular coefficients</title><description>We consider It\^o uniformly nondegenerate equations with random coefficients.
When the coefficients satisfy some low regularity assumptions with respect to
the spatial variables and Malliavin differentiability assumptions on the sample
points, the unique solvability of singular SDEs is proved by solving backward
stochastic Kolmogorov equations and utilizing a modified Zvonkin type
transformation.</description><subject>Mathematics - Probability</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2020</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNotzjtvAjEQBGA3FIjwA6hwj-7YW6_3TIkIeUhIFNCfFttHLPGIfOT170MIzUw38yk1qqAkZy1MJX-nzxIBTAlEhvtqsnlcdvorXd50llM4H_U1dco57j8OkrU_x7ZNPsXTpXtQvVYOXRzee6C2T8vt4qVYrZ9fF_NVIVxzUZkISLOwqwRsi1xf3xAtz0gMMbqaLDl0ENF5qR0SBI6BbRW8j9azGajx_-xN27zndJT80_ypm5va_AIdyzpn</recordid><startdate>20200309</startdate><enddate>20200309</enddate><creator>Zhao, Guohuan</creator><scope>AKZ</scope><scope>GOX</scope></search><sort><creationdate>20200309</creationdate><title>SDEs with random and irregular coefficients</title><author>Zhao, Guohuan</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-a676-13e0249db1a05f267003225694a3462874548280e28ca78240d6ed651dcce5c63</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2020</creationdate><topic>Mathematics - Probability</topic><toplevel>online_resources</toplevel><creatorcontrib>Zhao, Guohuan</creatorcontrib><collection>arXiv Mathematics</collection><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Zhao, Guohuan</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>SDEs with random and irregular coefficients</atitle><date>2020-03-09</date><risdate>2020</risdate><abstract>We consider It\^o uniformly nondegenerate equations with random coefficients.
When the coefficients satisfy some low regularity assumptions with respect to
the spatial variables and Malliavin differentiability assumptions on the sample
points, the unique solvability of singular SDEs is proved by solving backward
stochastic Kolmogorov equations and utilizing a modified Zvonkin type
transformation.</abstract><doi>10.48550/arxiv.2003.04436</doi><oa>free_for_read</oa></addata></record> |
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| identifier | DOI: 10.48550/arxiv.2003.04436 |
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| language | eng |
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| source | arXiv.org |
| subjects | Mathematics - Probability |
| title | SDEs with random and irregular coefficients |
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